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Asymptotic properties of integral functionals of geometric stochastic processes - MaRDI portal

Asymptotic properties of integral functionals of geometric stochastic processes (Q4519109)

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scientific article; zbMATH DE number 1538497
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Asymptotic properties of integral functionals of geometric stochastic processes
scientific article; zbMATH DE number 1538497

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    Asymptotic properties of integral functionals of geometric stochastic processes (English)
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    30 August 2001
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    strong asymptotic properties
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    supremum functionals
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    Wiener process
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    fractional Brownian motion
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    Gaussian processes
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    diffusion processes
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